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标题:[交易系统]Zig System

1楼
z7c9 发表于:2011/8/14 13:28:55

input:entrystop(0.5,0.1,1,0.1);
input:exitstop(0.5,0,1,1,0.1);

dayopen:=valuewhen(day>ref(day,1),open);

if holding=0 then begin
 if high>=dayopen*(1+entrystop/100) then begin
  myentryprice:=dayopen*(1+entrystop/100);
  myentryprice:=trimprice(myentryprice);
  buy(1,volunit,limitr,myentryprice);
  exit;
 end 
end

if holding=0 then begin
 if low<=dayopen*(1-entrystop/100) then begin
  myentryprice:=dayopen*(1-entrystop/100);
  myentryprice:=trimprice(myentryprice);
  buyshort(1,volunit,limitr,myentryprice);
  exit;
 end
end

if holding>0 then begin
 if low<=dayopen*(1-exitstop/100) then begin
  myexitprice:=dayopen*(1-exitstop/100);
  myexitprice:=trimprice(myexitprice);
  sell(1,holding,limitr,myexitprice);
  exit;
 end
 
 if time>=closetime(0) then
  sell(1,holding,limitr,close);
end

if holding<0 then begin
 if high>=dayopen*(1+exitstop/100) then begin
  myexitprice:=dayopen*(1+exitstop/100);
  myexitprice:=trimprice(myexitprice);
  sellshort(1,holding,limitr,myexitprice);
  exit;
 end
 
 if time>=closetime(0) then
  sellshort(1,holding,limitr,close);
end

资产:asset,noaxis,colorred,linethick2;

 

 

图片点击可在新窗口打开查看

2楼
王锋 发表于:2011/8/14 16:31:59
这么牛啊一下发这么多
3楼
伍星亮 发表于:2011/8/31 10:58:54
z7c9真是无私奉献。今天来策略发布区收获不少
共3 条记录, 每页显示 10 条, 页签: [1]


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